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Lead Quantitative Developer - New York

Job Description:

Compensation Range - 200,000 USD - 350,000 USD


Duties and Responsibilities:

· Lead a team of 2 to 4 quantitative developers to build core pricing and risk analytics for trading of Converts, Equity, Credit and IR products


· The candidate will primarily be working with the Quantitative Research team to develop models and analytics for various asset classes within the Converts business.


· Drive and manage projects to integrate with firm-wide asset pricing and risk platforms

· Additional responsibilities may include:


· Acquiring and managing datasets for use in new or existing models.


· Background / Experience:


· Technical education should include an Undergraduate or Advanced Science, Technology, Engineering or Mathematics (STEM) Degree


· Solid mathematical foundation, with a demonstrable interest in financial topics and a clear desire and motivation to learn more


Required Skills / Experience:


· Programming experience in C++, Python on Linux


· Knowledge of NumPy, SciPy.


· Commitment to excellence and a strong attention to detail


· Highly motivated with a desire to work in a hands-on collaborative environment


Additional Desirable Skills / Experience:


Product knowledge of any or all of the following: Converts, CDS, Bonds, Equities, Interest Rate Swaps and Bond ETF.

To apply, please send your Updated CV, Notice Period and Expected compensation to

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